Abstract

In this paper a theoretical framework for Bayesian adaptive learning of discrete HMM and semi-continuous one with Gaussian mixture state observation densities is presented. Corresponding to the well-known Baum-Welch and segmental k-means algorithms respectively for HMM training, formulations of MAP (maximum a posteriori) and segmental MAP estimation of HMM parameters are developed. Furthermore, a computationally efficient method of the segmental quasi-Bayes estimation for semi-continuous HMM is also presented. The important issue of prior density estimation is discussed and a simplified method of moment estimate is given. The method proposed in this paper will be applicable to some problems in HMM training for speech recognition such as sequential or batch training, model adaptation, and parameter smoothing, etc. Keywords: Bayesian learning; empirical Bayes method; Hidden Markov model; automatic speech recognition; speaker adaptation; parameter smoothing. 1 Introduction The use of h...

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